The Saints largely dominated the match, but were made to pay for their lack of a cutting edge in-front of goal by Robin van Persie.
United only managed three shots during the entire 90 minutes, but two of them hit the back of the net and they stole the three points from St. Mary's as a result.
It was a crushing blow for the Saints, who have now lost their last three matches and dropped out of the top-four after a brilliant start.
It could have all been so different had they been more clinical, too. Although Graziano Pelle hit the back of the net in the first-half, Shane Long and Sadio Mane were both guilty of missing presentable opportunities in what was a frustrating evening for the Saints.
It left many of Koeman and Bertrand rueing their luck on social media site Twitter, but the message was that they would bounce back.
Bertrand said: "Together we march on. We learned a lot in the last few fixtures. And look forward to growing as a team! It's only halftime in the fixtures. we will make it right next time. #wemarchon."
Together we march on. We learned a lot in the last few fixtures. And look forward to growing as a… http://t.co/U47G5HbmyK— Ryan Bertrand (@ryanbertrand3) December 9, 2014
One positive to come out of contest was the debut of Jake Hesketh. Southampton's youth-academy has earned a number of plaudits for the amount of players it has produced in recent times, and the 18-year-old looks as if he could be the next to come through.
The central-midfielder left a simple message after making his debut, but Gallagher was more descriptive in his tweet - congratulating his friend for making his first appearance.
Wow— Jake Hesketh (@hesketh_jake) December 9, 2014